Yes, Nikulin and one wife which was with him played it. Also, Aveyev also 'drunk', 'played' it. (Logical, then piano was moved). What if one of girl had premission to play something, or better say, a request from 'a guard' into that duty room?
And another testimony says the guards made the Grand Duchesses play revolutionary songs... which I find hard to believe.
Maybe guards wanted for us to believe into that, or they indeed did, but after their request.
Tatiana practised to be more 'practisal' in works she do.